In Spring 2002, he was asked to audition for The Daily Show and was accepted. His pieces for The Daily Show frequently included references to Boston, Massachusetts, which he considers to be his hometown. On October 4, 2005, his younger brother Nate Corddry made his first appearance as a Daily Showcorrespondent. On January 12, 2006, Corddry's wife Sandra appeared with him on a Daily Show segment; they welcomed their first child, daughter Sloane Sullivan Corddry, on July 3, 2006. On February 9, 2006 Corddry hosted an episode of The Daily Show due to the absence of Jon Stewart (jokingly because the show's regular host was "in the shop", but in fact because of the birth of Stewart's second child).[citation needed]

On August 15, 2006, Corddry said "I've got like a week and a half left, all bets are off", and then on August 21, 2006, Stewart remarked that Corddry's last day on The Daily Show would be August 24, 2006. Corddry appeared throughout the week, once filing a report from inside a toilet bowl supposedly on board an aircraft transporting John Mark Karr, and another dressed up in a 1970s fashion; Stewart remarked, "It's his last week, and really, we're trying to come up with terrible things for him to have to do."

During that last show on August 24, Corddry aired a self-produced tribute to his four years on the show, going out, as Stewart said, with a "poop joke".

Stewart: That was a very fitting tribute, Rob. We're gonna miss you on the show.

Corddry: Why thank you, Jon. But wherever I go and whatever I do, there'll always be a part of me here.

Stewart: Wow...that's a really sweet thing to say.

Corddry: No no no, I'm not kidding. It's in the second floor men's room, actually. That's what you get for not giving me a proper send off.

Stewart: You're really gonna go out on a poop joke?

Corddry: I have to stay true to myself, Jon.

Corddry left The Daily Show to work on other projects, including The Winner, a 2007 TV series.[7]

On September 10, 2007, Corddry made a guest return to The Daily Show as the senior public restroom correspondent, in regard to the Senator Larry Craig scandal.

On October 17, 2007, Corddry made a cameo appearance as himself at a rehab center that Samantha Bee was filming a report in.

On June 12, 2008, Corddry appeared again as the "Senior Lipizzaner Correspondent", reporting on Bush's trip to Slovenia. The skit ended by him asking, "You think you gonna do more Lipizzaner stories soon, or..? Because if not, I'd love to come home, you know? See my family—hear my wife is pregnant, so..." He added that he had "been gone two years, give or take." Jon made him stay.[8]

On March 5, 2009, Corddry appeared again, discussing his own career since The Daily Show in parody of Mark Cooper's descent from an executive to a janitor.[9] It was revealed that he had distracted Jason Jones and stolen his piece, as he had come back to beg for his old job back. He repeatedly referred to himself as "millions of Americans" when making self-deprecating jokes and begging for his job back.[10]

Corddry hosted the 10th annual Webby Awards ceremony on June 12, 2006. He starred as the main character in the Fox mid-season comedy The Winner from March 4, 2007 until the series' cancellation.[14] He described the show to Stuff Magazine as "sort of like a fucked-up Wonder Years."

Corddry has appeared in a Curb Your Enthusiasm episode entitled "The Seder" as a sex offender who moves into Larry David's neighborhood. He also appeared in two episodes of Fox's Arrested Development as Moses Taylor, an actor who plays "Frank Wrench", an obsessively by-the-books detective on a fictional television seriesWrench. Corddry has also done some voice work as the animated Devil on Cartoon Network's Weighty Decisions (alongside fellow Daily Show correspondent Ed Helms). He also appeared in a commercial for Cartoon Network's Ed, Edd 'n' Eddy series. He also appeared in a Cartoon Network promotional ad in 2001 as an anger management therapist to the Townsville Villains of the cartoon series Powerpuff Girls.

Corddry played an important role in proliferating Justin Halpern's Twitter account Shit My Dad Says. An early enthusiast of the quotes made by Halpern's father, Rob tweeted a link to Shit My Dad Says which "jump-started" the phenomenon, helping expose Halpern's Twitter feed to a larger audience.[20]

Corddry also has starred in three commercials for the Holiday Inn in both 2010 and 2011. He appeared in three episodes of Community playing a lawyer, Alan Connor, an old acquaintance of Jeff Winger, who is also a lawyer.

In August 2011, Corddry appeared on episode 29 of the podcast Back to Work, distributed by the 5by5 podcast network, where he was interviewed by Merlin Mann about his writing and acting career.

In 2012, Corddry began a recurring role on the third season of Happy Endings, playing "The Car Czar", Jane's new boss at the car dealership.[21] He also had a recurring role on the short-lived FOX series Ben and Kate, as Buddy, the boorish owner of the bar where Kate and BJ work, also BJ's on-and-off boyfriend.

As recently as October 2013, Rob appeared again as a recurring guest on "The Jason Ellis Show". A talk show featured exclusively on SiriusXm Satellite Radio, Corddry accepted an invitation to host his own show airing on the soon to be launched "Jason Ellis Channel".